+1,395.4%
ASML vs VUG
+391.5%
+1,003.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +3.8% |
| 7D | -9.0% | -3.4% | -5.6% | -4.6% |
| 30D | -21.0% | -11.1% | -9.9% | -7.4% |
| 3M | -16.3% | -7.2% | -9.0% | -7.4% |
| 6M | -7.5% | -4.1% | -3.4% | -1.2% |
| YTD | +34.0% | +1.4% | +32.6% | +33.9% |
| 1Y | +39.3% | +1.9% | +37.4% | +38.5% |
| 3Y | +128.9% | +77.7% | +51.1% | +14.0% |
| 5Y | +76.1% | +57.6% | +18.5% | +4.7% |
| All | +1,395.4% | +391.5% | +1,003.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling